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This paper presents a new coning motion control methodology, which takes into account the terminal speed constraint to design the velocity control system for a missile. By using a direct discretization method to transform the optimal control problem into a nonlinear dynamic programming problem, the optimal trajectory and velocity profile are obtained to satisfy the design index requirement. In order to perform the velocity control, a virtual moving target is proposed for the missile to chase along the optimized trajectory. Consequently, after building velocity control model, a velocity control law and control parameters of the coning motion are completed through the dynamic inversion theory. The simulation results suggest that the proposed control law has a good performance and could be applied to the guidance for the missile with terminal speed control constraint.